The simplest marquees are created with the Marquee Tools on the Tools Palette.
To create a simple marquee, select the Rectangular or the Elliptical Tool, click on the image where you want the marquee to begin and drag. As you drag the marquee enlarges, let go when you reach the desired size.
The Single Row and Column Marquee Tools select a row or column one pixel wide, handy for when you just want to shave the edge off of an image or layer.
After the selection is created you can add to the selection by holding down the shift key and creating another marquee on the image. Subtract from the marquee by holding down the option key. Intersect the selection with the one you create by holding down shift-option while you drag (or you can select the add to, subtract from, or intersect squares in the toolbar).